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Create synthetic symbol/data series based on a calc using 2 symbols available in NT7

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    Create synthetic symbol/data series based on a calc using 2 symbols available in NT7

    I want to create a synthetic data series based on a calculation using two using two symbols available in NT7 Kinetic EOD data.

    For a example, sp500 divided by nasdaq100.

    Ideally i would like the data to contain open, high, low and close. But at a minimum close data.

    Then i would like to load a chart in NT7 that shows that synthetic data series so that I can view it and add indicators in the normal manner as with any other "symbol".

    Would appreciate any/all pointers and solutions.

    I am sure this is possible but it is beyond my knowledge level ATM.

    #2
    Hello skiguy,

    What you described is not possible to make an actual data series for the chart. You could make an indicator which adds multiple series and then plots a result but that could not be used for chart bars. Your chart would still need a primary instrument so the calculated value would be plotted at the frequency of the primary bars.

    You can add data using the Add function: https://ninjatrader.com/support/help...ghlightsub=add


    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

    Comment


      #3
      Thanks.

      I can export the data to a CSV file.

      Is there a way to import that into NT7?

      Comment


        #4
        Hello skiguy,

        You can import data to an instrument that you create, it just wouldn't get live data because its not a real instrument. You can find details on the import process and format which the data needs to be in here:

        https://ninjatrader.com/support/help.../importing.htm

        You could use the instrument manager to create an instrument with a unique name, after doing that you would create a file named InstrumentName.Last.txt and put the data in there. Then import that file.

        I look forward to being of further assistance.
        JesseNinjaTrader Customer Service

        Comment


          #5
          I have not been able to create an instrument. Read all the instructions and tried various options.

          No matter what I try I get an error msg:

          "you must set at least one 'Symbol map' value.

          But there is no such option in the UI for adding an instrument.


          As test I have verified that the file I created can be imported but only when I use an existing symbol.

          Comment


            #6
            Hello skiguy,

            You would need to set a value for the Symbol Map field for the connection which you will be using. That may include Simulator as an example. These options are found in the Instrument Manager. https://ninjatrader.com/support/help...nt_manager.htm

            Within the instrument manager you could create a new instrument with a unique name, for the symbol name you can use the same name. You will get warnings in the user interface if you try to load the chart and try to request historical data from the server as it won't be found.

            I look forward to being of further assistance.


            JesseNinjaTrader Customer Service

            Comment


              #7
              For the benefit of others who may want to do this i will update my findings.

              This after getting the desired outcome I wanted via trial and error.

              The documentation does not show the Misc tab in the instrument editor. In that tab you need to pick something in col A and in col B put your self created pseudo symbol e.g. XXX.

              Ninja will allow you to create a "new" symbol that already exists so make sure:

              The symbol does not exist anywhere in the DB even if it is not on the exchange you pick otherwise it will update when you do a refresh and override your pseudo data so be sure to pick something unique for the symbol.

              As it is an artificial instrument i just picked anything in the definition tab e.g. tick size etc as not relevant.

              Hope that helps someone down the track.

              Comment

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